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A Language for Financial Chart Patterns Journal article
International Journal of Information Technology & Decision Making, 2018,Volume: 17,Issue: 5,Page: 1537-1560
Authors:  Jiajun Zhu;  Yuqing Wan;  Yain-Whar Si
Favorite | View/Download:14/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2018/10/30
Chart Patterns  Domain-specific Language  Primitive Shapes  Financial Time Series  
Financial time series pattern matching with extended UCR Suite and Support Vector Machine Journal article
Expert Systems with Applications, 2016,Volume: 55,Page: 284-296
Authors:  Xueyuan Gong;  Yain-Whar Si;  Simon Fong;  Robert P. Biuk-Aghai
Favorite | View/Download:10/0 | TC[WOS]:14 TC[Scopus]:0 | Submit date:2019/02/13
Financial Time Series  Perceptually Important Points  Subsequence Matching  Support Vector Machine  Ucr Suite  
A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation Journal article
IEEE Access, 2016,Volume: 4,Page: 8035-8043
Authors:  Gan M.;  Chen L.;  Zhang C.-Y.;  Peng H.
Favorite | View/Download:11/0 | TC[WOS]:1 TC[Scopus]:0 | Submit date:2019/02/13
Asset Allocation  Financial Markets  Market Microstructure Model  Monte Carlo Particle Filter  Self-organizing State Space Model  
On the jump activity index for semimartingales Journal article
Journal of Econometrics, 2012,Volume: 166,Issue: 2,Page: 213-223
Authors:  Jing B.-Y.;  Kong X.-B.;  Liu Z.;  Mykland P.
Favorite | View/Download:8/0 | TC[WOS]:34 TC[Scopus]:0 | Submit date:2019/02/14
High Frequency  Jump Activity Index  Power Variation  Semimartingale  Stable Convergence